Rcpp’ Integration of Different “Ziggurat” Normal RNG Implementations (RcppZiggurat)
The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (JSS, 2000), has been improved upon a few times starting with Leong et al (JSS, 2005). This package provides an aggregation in order to compare different implementations. The goal is to provide an ‘faster but good enough’ alternative for use with R and C++ code. The package is still in an early state. Unless you know what you are doing, sticking with the generators provided by R may be a good idea as these have been extremely diligently tested.
Sequential and Batch Change Detection Using Parametric and Nonparametric Methods (cpm)
Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow the parametric monitoring of sequences of Gaussian, Bernoulli and Exponential random variables, along with functions implementing more general nonparametric methods for monitoring sequences which have an unspecified or unknown distribution.
Exact Test from the Combinations of Mutually Exclusive Alterations (CoMEt) Algorithm (cometExactTest)
An algorithm for identifying combinations of mutually exclusive alterations in cancer genomes. CoMEt represents the mutations in a set M of k genes with a 2^k dimensional contingency table, and then computes the tail probability of observing T(M) exclusive alterations using an exact statistical test.
Segmenting Multiple Time Series by Contemporaneous Linear Transformation (PCA4TS)
To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.
Learning Bayesian Network Classifiers from Data (bnclassify)
Implementation of different algorithms for learning discrete Bayesian network classifiers from data, including wrapper algorithms and those based on Chow-Liu’s algorithm.